Voya High Yield Bond Fund R (IRSTX)

6.99 -0.02 (-0.29%) USD  |  Dec 13 2024
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IRSTX Max Drawdown (5Y): 20.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Lazard US High Yield Portfolio R6 17.87%
Lord Abbett High Yield Fund R2 24.14%
MFS High Income Fund R2 19.24%
Goldman Sachs High Yield Fund R 23.06%
American Century High-Yield Fund R 19.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.708
Beta (5Y) 0.8647
Alpha (vs YCharts Benchmark) (5Y) 2.708
Beta (vs YCharts Benchmark) (5Y) 0.8647
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 9.75%
Historical Sharpe Ratio (5Y) 0.0631
Historical Sortino (5Y) 0.0616
Monthly Value at Risk (VaR) 5% (5Y Lookback) 3.97%

Max Drawdown (5Y) Excel Add-In Codes

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Metric Code: max_drawdown_5y
Latest Data Point: =YCP("M:IRSTX", "max_drawdown_5y")
Last 5 Data Points: =YCS("M:IRSTX", "max_drawdown_5y", -4)
To find the codes for any of our securities and financial metrics, see our Complete Excel Reference.